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Search: Posts Made By: highlyimprobable
Forum: TradeStation September 3rd, 2019, 12:24 PM
Replies: 13
Views: 210
Posted By highlyimprobable
To be sure, you are saying that the 5 minute...

To be sure, you are saying that the 5 minute interval backtesting with the SMA with orders to buy next bar at market will match the live results? Or, the tick by tick?
Forum: TradeStation September 2nd, 2019, 11:13 PM
Replies: 13
Views: 210
Posted By highlyimprobable
Actually, I don't know why but the code was...

Actually, I don't know why but the code was actually buy next bar at market, which I know now is a completely different scenario. Here is a simpler version of the code below anyways.

FastMA =...
Forum: TradeStation September 2nd, 2019, 10:21 PM
Replies: 13
Views: 210
Posted By highlyimprobable
Ahahaha, I think I am about to close the chapter...

Ahahaha, I think I am about to close the chapter that is IBOG. It seems like there is a huge potential with IBOG, but understanding the intricacies of it might not be worth it. Do you have any ideas...
Forum: TradeStation September 2nd, 2019, 10:00 PM
Replies: 13
Views: 210
Posted By highlyimprobable
Yes, I understand the weighting is equal, but I...

Yes, I understand the weighting is equal, but I meant more along the lines of the following reasoning. With IOG on, the SMA is taking an average of values that are closer to the current time than...
Forum: TradeStation September 2nd, 2019, 09:19 PM
Replies: 13
Views: 210
Posted By highlyimprobable
Do you mean (Price(10:25) + Price(10:20) +...

Do you mean

(Price(10:25) + Price(10:20) + Price(10:15) + Price(10:10) + Price(10:26))/5

instead because 10:25 to 10:30 is the un-closed 5-minute bar?

So, it actually gives more emphasis to...
Forum: TradeStation September 2nd, 2019, 08:57 PM
Replies: 13
Views: 210
Posted By highlyimprobable
Hi again Mr. Zimmer! Ah, so what you are saying...

Hi again Mr. Zimmer! Ah, so what you are saying is that with IOG on with your example (which my question is completely related to but I phrased terribly), when the moving average condition is...
Forum: TradeStation September 2nd, 2019, 07:42 PM
Replies: 13
Views: 210
Posted By highlyimprobable
TradeStation Back-testing/Intra-bar Order Generation/Slippage

Some of my questions here is a continuation of my previous post here: https://futures.io/tradestation/48245-backtesting-ts-intrabarordergeneration.html

I am trying to automate a strategy on TS...
Forum: TradeStation August 31st, 2019, 08:49 PM
Replies: 12
Views: 230
Posted By highlyimprobable
You are absolutely right about the SIM (Labor Day...

You are absolutely right about the SIM (Labor Day weekend is killing me with curiosity).

It would be great for second eyes to see what is going on, but I'll have to run that by my business...
Forum: TradeStation August 31st, 2019, 08:24 PM
Replies: 12
Views: 230
Posted By highlyimprobable
Because my targets are set so close, buying at...

Because my targets are set so close, buying at the close of the bar is very different when I backtest compared to buying at next bar at the market with intrabarordergeneration. I tried what you...
Forum: TradeStation August 31st, 2019, 07:48 PM
Replies: 12
Views: 230
Posted By highlyimprobable
So, now, the profits are much smaller than...

So, now, the profits are much smaller than before (around 4 times less) using the 1 minute bars, but at least now I will be going in with adjusted and reasonable expectations.



So, my entry...
Forum: TradeStation August 31st, 2019, 07:24 PM
Replies: 12
Views: 230
Posted By highlyimprobable
So, I use the Format > Symbol > 5 minute...

So, I use the Format > Symbol > 5 minute intervals, but I think you are referring to the Format > Strategies > Properties for All > General > Back-Testing resolution > Use Look-Inside Bar...
Forum: TradeStation August 31st, 2019, 06:59 PM
Replies: 12
Views: 230
Posted By highlyimprobable
I'm using 5 minute candles to see general trends...

I'm using 5 minute candles to see general trends and not enter and exit so quickly but I'm only holding positions for 40-60 minutes. There is too much noise with the 1 minute candle so I saw that the...
Forum: TradeStation August 31st, 2019, 12:20 PM
Replies: 12
Views: 230
Posted By highlyimprobable
Backtesting with TS intrabarordergeneration

So I've finished writing an algo for futures on TS using its Easylanguage. I've backtested all the way up till Aug 31, 2016 (I think that's as far as it goes) and I want to go live as soon as...
Showing results 1 to 13 of 13

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